625 reputation
516
bio website dcook.org/work
location Tokyo, Japan
age
visits member for 3 years, 1 month
seen yesterday

UPDATE: My new book, "Data Push Apps with HTML5 SSE" is out and selling! Get it from O'Reilly here: http://shop.oreilly.com/product/0636920030928.do Or from Amazon here: http://www.amazon.com/dp/1449371930 Or from any good bookseller.


I'm director at QQ Trends, a company that solves difficult data and software challenges for our clients. (We often have freelance projects, so get in touch if interested.)

UPDATE: currently looking for a part-time CSS/JS programmer. 理想は東京所在、日本語が読める方。Interesting project(s), you will definitely learn something.

(And, of course, please do get in touch if you have interesting challenges that you would like our world-class experts to work on!)

Typical work: doing fun stuff with data (fixing, mining, etc.), web sites (front and back-ends), trading strategies. Research: trading strategies, computer go, machine translation, understanding context, AI search algorithms. Languages: C++, PHP, R, javascript, and many more.

I'm British, living and working in Tokyo for almost 20 years. Human Languages: English, Japanese (fairly fluent, 1 kyu), some German, Chinese and Arabic.

(Contact me at dc at qqtrend dot com: please mention you are coming from StackOverflow, so I know it is not spam.)


Easy ways to irritate me on StackExchange sites (whether my own question or someone else's): 1. Downvote without a comment (N/A/ if someone already left a comment and you just agree with it, of course); 2. Answer in comments. Other than that I'm a really easy-going pragmatic guy :-)


Jul
9
comment Why use a column database for tick/bar data?
Thanks for the reply Freddy. When you say column DBs are all about Key/Value, what is the key? When I think tick/bar data, the key is a datestamp, but that is a row-oriented concept, isn't it?
Jul
9
asked Why use a column database for tick/bar data?
Jul
9
awarded  Organizer
Jul
9
revised Usage of NoSQL storage in Finance
edited tags
Jun
21
answered Tick data collection
May
30
revised Reseach on when people/institutions sell?
I'm guessing "noble prices" was supposed to be "Nobel prizes"
May
30
suggested approved edit on Reseach on when people/institutions sell?
May
26
awarded  Popular Question
Apr
18
accepted How to remove the risk element from a set of fixed rate mortgage offerings?
Apr
18
accepted Evaluating automated trading strategies: accepted practice
Apr
16
comment Free intra-day equity data source
Answering my own question, Google Finance keeps 15 days of intraday data, 3 years of EOD daily data (I couldn't find an authoritative source, but a few blogs gave these numbers).
Apr
15
comment Free intra-day equity data source
Thanks, that is a useful source. How far back does the minute data go back? I tried with one stock, requesting 720d, but it only went back 18 days (March 26th to April 13th). Is there a way to specify start and/or end date and make multiple requests to get it further back?
Apr
11
comment Free intra-day equity data source
@user508 Great tip, thanks! I've just been playing with the IBrokers package, and I was indeed able to get minute bars for a day a year ago (for a Japanese equity). It also worked for an expired Mini-Nikkei futures contract for one day a year ago. OTOH, I couldn't get minute data for even a week ago for EUR/USD.
Mar
7
comment Is there an open source alternative to Reuters Kondor+?
Incidentally, anyone have a reliable link to a page about Kondor+ ? Reuters website keeps giving me 404s, even when following links in their own search results!
Feb
29
answered local price return and volume relationship
Feb
21
answered Which brokers offer a .NET stock trading API?
Feb
9
answered Why is C++ still a very popular language in quantitative finance?
Feb
9
comment Why is C++ still a very popular language in quantitative finance?
This is a good point: I've been forced the write something in C# the past month because an API was only available in C#. They claimed C++ was supported, but gave no usage examples, and basically refused to answer C++ related questions.
Feb
9
comment What concepts are the most dangerous ones in quantitative finance work?
What didn't you like about the Wired article? It made a complex subject quite readable I thought; were their any factual errors, or was it just too dumbed down for your taste? (Incidentally the T. Mikosch paper was published Nov 2005; he must have felt vindicated come 2008 :-)
Feb
9
comment How to remove the risk element from a set of fixed rate mortgage offerings?
Thanks for the interesting answer Brian, though it left me confused: if there is no risk premium involved, why do the fixed rates go up the longer the term? Or do you mean there is nothing for me to remove and it is "pure" prediction about the way this bank thinks the BOJ benchmark rate will go? E.g. that it will go from 0.00% to 0.425% in the next year.